JP Morgan Put 180 NXPI 21.06.2024/  DE000JS7J063  /

EUWAX
2024-06-11  10:45:03 AM Chg.+0.003 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.006EUR +100.00% -
Bid Size: -
-
Ask Size: -
NXP Semiconductors N... 180.00 - 2024-06-21 Put
 

Master data

WKN: JS7J06
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.72
Historic volatility: 0.30
Parity: -7.60
Time value: 0.31
Break-even: 176.90
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 5,066.67%
Delta: -0.08
Theta: -0.55
Omega: -6.84
Rho: -0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -50.00%
3 Months
  -94.00%
YTD
  -98.42%
1 Year
  -99.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: 0.010 0.002
6M High / 6M Low: 0.770 0.002
High (YTD): 2024-01-05 0.770
Low (YTD): 2024-06-06 0.002
52W High: 2023-10-30 2.350
52W Low: 2024-06-06 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.838
Avg. volume 1Y:   0.000
Volatility 1M:   914.49%
Volatility 6M:   488.42%
Volatility 1Y:   355.32%
Volatility 3Y:   -